FIN 516

fall 2015

All Classes

Term Structure Models

Credit: 4 hours.

Extensive coverage of several models of the term structure of interest rates, including their implementation, calibration, and use in valuing interest rate derivatives. Will include applications of both Monte Carlo methods and finite-difference or "tree" methods.

Approved for letter and S/U grading. Prerequisite: FIN 500 and FIN 512, or equivalents.

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- FIN 199
- FIN 221
- FIN 230
- FIN 241
- FIN 300
- FIN 321
- FIN 390
- FIN 391
- FIN 411
- FIN 412
- FIN 414
- FIN 418
- FIN 419
- FIN 423
- FIN 424
- FIN 425
- FIN 434
- FIN 435
- FIN 444
- FIN 445
- FIN 447
- FIN 463
- FIN 490
- FIN 494
- FIN 495
- FIN 500
- FIN 501
- FIN 511
- FIN 512
- FIN 516
- FIN 521
- FIN 541
- FIN 571
- FIN 572
- FIN 575
- FIN 578
- FIN 579
- FIN 580
- FIN 590
- FIN 592
- FIN 594
- FIN 599

Detail	Status		CRN	Type	Section	Time	Day	Location	Instructor